I use a bank - an internet based bank (ING) as my main account now. Charges zero fees and the savings account pays great interest regardless of balance.
I've never found a credit union that has branches all over west coast that enables me to find a branch where I am.

Both - credit union for great rates and the convenience, and also an online bank for its good CD and savings rates. Since rates and both places are variable, I can move my money to whichever will give me the best return.